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02/04/2016
Risk estimation for high-dimensional lasso regression
In high-dimensional estimation, analysts are faced with more parameters ...
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02/02/2016
On the Nyström and Column-Sampling Methods for the Approximate Principal Components Analysis of Large Data Sets
In this paper we analyze approximate methods for undertaking a principal...
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08/04/2013
Risk-consistency of cross-validation with lasso-type procedures
The lasso and related sparsity inducing algorithms have been the target ...
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07/21/2011